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Stress Testing / Predicting Loss under Adverse Economic Conditions

version (8.54 MB) by Kawee Numpacharoen
Stress testing loan portfolio using economic scenarios (files for video demo)


Updated 21 Jun 2018

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You will learn how to perform stress testing based on economic scenarios using loan portfolio as an example. Please note that this example used a simplified dataset to make it easier to understand the workflow.

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MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
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